In the review for SERVER-20540 we declined to always apply -Wl,--gdb-index to automatically produce GDB index information during link because the link-time cost was too high. However, the cost of doing so for dynamic builds is likely negligible since indexing doesn't need to examine nearly as much debug info.
On the other hand, startup time in GDB for binaries produced in dynamic builds is already very slow.
For dynamic builds, which are primarily used in developer builds, we should always build the GDB index to accelerate GDB startup.